| 更新時間： | 2023年3月22日 PM 7:23:17 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 30/01/23 | 24.900% | 22069.73 | 20.400% | 18.324% | +6.576% | 18.324% | +6.576% |
| 31/01/23 | 24.780% | 21842.33 | 20.884% | 18.827% | +5.953% | 23.003% | +1.777% |
| 01/02/23 | 23.690% | 22072.18 | 20.505% | 19.405% | +4.285% | 23.549% | +0.141% |
| 02/02/23 | 23.040% | 21958.36 | 20.841% | 19.883% | +3.157% | 23.966% | -0.926% |
| 03/02/23 | 23.920% | 21660.47 | 21.106% | 20.747% | +3.173% | 24.837% | -0.917% |
| 06/02/23 | 25.670% | 21222.16 | 20.386% | 20.745% | +4.925% | 24.323% | +1.347% |
| 07/02/23 | 24.850% | 21298.70 | 20.178% | 20.603% | +4.247% | 23.988% | +0.862% |
| 08/02/23 | 23.910% | 21283.52 | 20.039% | 20.510% | +3.400% | 23.711% | +0.199% |
| 09/02/23 | 23.960% | 21624.36 | 20.308% | 20.404% | +3.556% | 23.420% | +0.540% |
| 10/02/23 | 24.830% | 21190.42 | 21.383% | 20.459% | +4.371% | 23.316% | +1.514% |
| 13/02/23 | 25.560% | 21164.42 | 21.380% | 20.658% | +4.902% | 23.033% | +2.527% |
| 14/02/23 | 25.140% | 21113.76 | 21.381% | 20.898% | +4.242% | 23.130% | +2.010% |
| 15/02/23 | 24.530% | 20812.17 | 21.749% | 21.240% | +3.290% | 23.334% | +1.196% |
| 16/02/23 | 24.050% | 20987.67 | 21.992% | 21.577% | +2.473% | 23.526% | +0.524% |
| 17/02/23 | 24.270% | 20719.81 | 21.822% | 21.665% | +2.605% | 23.444% | +0.826% |
| 20/02/23 | 24.460% | 20886.96 | 22.110% | 21.811% | +2.649% | 23.065% | +1.395% |
| 21/02/23 | 25.230% | 20529.49 | 22.593% | 22.053% | +3.177% | 23.140% | +2.090% |
| 22/02/23 | 26.240% | 20423.84 | 22.258% | 22.155% | +4.085% | 23.065% | +3.175% |
| 23/02/23 | 26.020% | 20351.35 | 21.578% | 22.072% | +3.948% | 22.797% | +3.223% |
| 24/02/23 | 27.390% | 20010.04 | 21.907% | 22.089% | +5.301% | 22.633% | +4.757% |
| 27/02/23 | 27.810% | 19943.51 | 18.258% | 21.319% | +6.491% | 21.319% | +6.491% |
| 28/02/23 | 27.200% | 19785.94 | 17.470% | 20.294% | +6.906% | 25.295% | +1.905% |
| 01/03/23 | 27.450% | 20619.71 | 23.699% | 20.582% | +6.868% | 25.485% | +1.965% |
| 02/03/23 | 26.460% | 20429.46 | 23.489% | 20.965% | +5.495% | 25.786% | +0.674% |
| 03/03/23 | 25.710% | 20567.54 | 22.896% | 21.162% | +4.548% | 25.856% | -0.146% |
| 06/03/23 | 25.480% | 20603.19 | 21.579% | 21.827% | +3.653% | 26.129% | -0.649% |
| 07/03/23 | 25.050% | 20534.48 | 21.559% | 22.644% | +2.406% | 26.922% | -1.872% |
| 08/03/23 | 25.860% | 20051.25 | 22.824% | 22.469% | +3.391% | 26.530% | -0.670% |
| 09/03/23 | 25.500% | 19925.74 | 22.158% | 22.203% | +3.297% | 26.033% | -0.533% |
| 10/03/23 | 27.390% | 19319.92 | 22.998% | 22.224% | +5.166% | 25.874% | +1.516% |
| 13/03/23 | 28.160% | 19695.97 | 24.431% | 22.794% | +5.366% | 25.977% | +2.183% |
| 14/03/23 | 31.150% | 19247.96 | 25.309% | 23.544% | +7.606% | 26.638% | +4.512% |
| 15/03/23 | 28.210% | 19539.87 | 25.773% | 24.134% | +4.076% | 27.107% | +1.103% |
| 16/03/23 | 30.250% | 19203.91 | 25.931% | 24.888% | +5.362% | 27.750% | +2.500% |
| 17/03/23 | 28.000% | 19518.59 | 26.558% | 25.600% | +2.400% | 28.334% | -0.334% |
| 20/03/23 | 31.090% | 19000.71 | 27.503% | 26.215% | +4.875% | 28.368% | +2.722% |
| 21/03/23 | 29.640% | 19258.76 | 27.657% | 26.684% | +2.956% | 28.657% | +0.983% |
| 22/03/23 | 28.090% | 19591.43 | 28.507% | 27.231% | +0.859% | 29.020% | -0.930% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 30/01/23 | 27.850% | 7496.07 | 24.664% | 22.148% | +5.702% | 22.148% | +5.702% |
| 31/01/23 | 27.660% | 7424.92 | 24.796% | 22.658% | +5.002% | 27.682% | -0.022% |
| 01/02/23 | 26.530% | 7560.40 | 24.583% | 23.344% | +3.186% | 28.330% | -1.800% |
| 02/02/23 | 25.830% | 7505.79 | 25.015% | 23.858% | +1.972% | 28.757% | -2.927% |
| 03/02/23 | 26.800% | 7387.02 | 25.397% | 24.891% | +1.909% | 29.798% | -2.998% |
| 06/02/23 | 29.000% | 7189.37 | 25.377% | 25.034% | +3.966% | 29.352% | -0.352% |
| 07/02/23 | 28.090% | 7232.25 | 25.106% | 25.096% | +2.994% | 29.218% | -1.128% |
| 08/02/23 | 27.070% | 7189.29 | 25.059% | 25.191% | +1.879% | 29.122% | -2.052% |
| 09/02/23 | 27.080% | 7313.73 | 25.331% | 25.254% | +1.826% | 28.988% | -1.908% |
| 10/02/23 | 27.890% | 7126.19 | 26.758% | 25.526% | +2.364% | 29.091% | -1.201% |
| 13/02/23 | 28.770% | 7144.45 | 26.768% | 25.805% | +2.965% | 28.772% | -0.002% |
| 14/02/23 | 28.290% | 7110.42 | 26.740% | 26.131% | +2.159% | 28.922% | -0.632% |
| 15/02/23 | 27.650% | 7018.14 | 26.931% | 26.506% | +1.144% | 29.118% | -1.468% |
| 16/02/23 | 27.180% | 7089.95 | 27.029% | 26.845% | +0.335% | 29.271% | -2.091% |
| 17/02/23 | 27.490% | 6991.27 | 27.113% | 26.916% | +0.574% | 29.127% | -1.637% |
| 20/02/23 | 27.670% | 7063.94 | 27.467% | 27.056% | +0.614% | 28.612% | -0.942% |
| 21/02/23 | 28.580% | 6925.07 | 27.969% | 27.302% | +1.278% | 28.647% | -0.067% |
| 22/02/23 | 30.120% | 6832.76 | 27.566% | 27.429% | +2.691% | 28.555% | +1.565% |
| 23/02/23 | 29.500% | 6859.95 | 26.754% | 27.374% | +2.126% | 28.273% | +1.227% |
| 24/02/23 | 31.160% | 6703.45 | 27.340% | 27.419% | +3.741% | 28.095% | +3.065% |
| 27/02/23 | 31.350% | 6670.22 | 22.669% | 26.459% | +4.891% | 26.459% | +4.891% |
| 28/02/23 | 30.710% | 6581.47 | 22.248% | 25.315% | +5.395% | 31.553% | -0.843% |
| 01/03/23 | 30.860% | 6914.30 | 29.197% | 25.641% | +5.219% | 31.749% | -0.889% |
| 02/03/23 | 29.970% | 6857.20 | 28.857% | 26.062% | +3.908% | 32.056% | -2.086% |
| 03/03/23 | 29.310% | 6939.62 | 28.480% | 26.290% | +3.020% | 32.120% | -2.810% |
| 06/03/23 | 28.910% | 6937.50 | 26.637% | 27.084% | +1.826% | 32.423% | -3.513% |
| 07/03/23 | 28.330% | 6912.28 | 26.567% | 27.948% | +0.382% | 33.227% | -4.897% |
| 08/03/23 | 29.340% | 6727.18 | 27.829% | 27.674% | +1.666% | 32.675% | -3.335% |
| 09/03/23 | 28.910% | 6649.63 | 27.259% | 27.354% | +1.556% | 32.073% | -3.163% |
| 10/03/23 | 31.110% | 6445.90 | 27.391% | 27.137% | +3.973% | 31.594% | -0.484% |
| 13/03/23 | 31.890% | 6590.23 | 28.941% | 27.597% | +4.293% | 31.451% | +0.439% |
| 14/03/23 | 35.040% | 6439.00 | 29.655% | 28.215% | +6.825% | 31.923% | +3.117% |
| 15/03/23 | 31.600% | 6559.86 | 30.462% | 28.741% | +2.859% | 32.283% | -0.683% |
| 16/03/23 | 33.220% | 6482.47 | 30.271% | 29.344% | +3.876% | 32.718% | +0.502% |
| 17/03/23 | 30.710% | 6615.71 | 31.109% | 30.087% | +0.623% | 33.300% | -2.590% |
| 20/03/23 | 33.500% | 6469.65 | 31.465% | 30.592% | +2.908% | 33.105% | +0.395% |
| 21/03/23 | 31.990% | 6549.78 | 31.329% | 30.927% | +1.063% | 33.213% | -1.223% |
| 22/03/23 | 30.570% | 6639.99 | 31.638% | 31.162% | -0.592% | 33.210% | -2.640% |